I think the answer depends on you. If you are fairly agile, don''t mind swimming once and a while and live in an area where an occasional dip is no big deal,
dinghies are fun and a super way to learn the basics of sailing quickly. Think of
dinghy sailing as an immersion course (no pun intended.)
If you are less agile, or less comfortable in the water, then a small light keel boat makes more sense. They are slightly less responsive so learning will be a little slower but small keel boats (under 26 or so feet) are not a bad place to start. The nice thing about a keel boat is that you are not concentrating on balance and so can concentrate on sail trim and steering. Think of it as buying the tape and book.
Good luck,
Jeff